+98.3%
SPYG vs USHY
+27.0%
+71.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | -0.9% | -0.7% | -0.2% | +0.9% |
| 30D | -1.5% | -0.7% | -0.8% | +0.3% |
| 3M | +3.7% | +0.1% | +3.7% | +3.7% |
| 6M | +16.4% | +1.8% | +14.6% | +11.7% |
| YTD | +13.3% | +1.8% | +11.6% | +8.8% |
| 1Y | +17.9% | +3.3% | +14.6% | +9.2% |
| 3Y | +98.3% | +27.0% | +71.4% | +31.7% |
| All | +98.3% | +27.0% | +71.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling